+39.7%
XOP vs BR
-5.0%
+44.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +1.6% | -6.0% | +7.6% | +2.8% |
| 30D | +9.6% | -0.9% | +10.4% | +9.6% |
| 3M | +16.9% | +16.4% | +0.6% | +13.2% |
| 6M | +24.0% | -8.2% | +32.2% | +26.8% |
| YTD | +56.2% | -23.2% | +79.4% | +69.0% |
| 1Y | +51.8% | -30.9% | +82.7% | +70.8% |
| All | +39.7% | -5.0% | +44.7% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling